+183.2%
SLV vs PCAR
+290.1%
-106.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.1% | -0.1% |
| 7D | -1.1% | +2.2% | -3.3% | -1.5% |
| 30D | -14.2% | +0.3% | -14.5% | -14.2% |
| 3M | -20.3% | -17.9% | -2.4% | -17.7% |
| 6M | -40.2% | -3.4% | -36.8% | -39.9% |
| YTD | -27.6% | -0.1% | -27.5% | -27.2% |
| 1Y | +0.4% | +13.4% | -13.0% | -0.6% |
| 3Y | +129.4% | +37.2% | +92.2% | +118.3% |
| 5Y | +99.8% | +117.3% | -17.6% | +75.9% |
| 10Y | +183.2% | +295.0% | -111.7% | +129.0% |
| All | +183.2% | +290.1% | -106.9% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PCAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling